+273.1%
TSM vs PEP
+3.4%
+269.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.5% | +2.8% |
| 7D | +2.7% | -1.4% | +4.1% | +2.6% |
| 30D | +3.6% | +0.2% | +3.4% | +3.6% |
| 3M | -3.4% | -1.1% | -2.3% | -3.3% |
| 6M | +20.6% | -13.5% | +34.1% | +20.5% |
| YTD | +41.9% | -1.2% | +43.1% | +42.2% |
| 1Y | +84.4% | -1.6% | +85.9% | +84.7% |
| 3Y | +380.2% | -12.5% | +392.7% | +381.7% |
| All | +273.1% | +3.4% | +269.7% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling